+394.5%
GLW vs ULTA
+44.0%
+350.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.8% |
| 7D | +16.9% | -1.8% | +18.7% | +17.3% |
| 30D | +7.0% | -1.2% | +8.2% | +7.0% |
| 3M | -3.0% | +13.4% | -16.4% | -6.3% |
| 6M | +31.0% | -15.6% | +46.6% | +35.6% |
| YTD | +93.4% | -10.4% | +103.8% | +96.7% |
| 1Y | +134.7% | +5.5% | +129.3% | +127.4% |
| 3Y | +471.8% | +31.0% | +440.8% | +399.7% |
| 5Y | +394.5% | +41.8% | +352.6% | +298.3% |
| All | +394.5% | +44.0% | +350.4% | +298.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ULTA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling